Are you trying to burn a song to cd for music play, or are you trying to burn 24 bit wav's to be mixed/mastered? If it's the former, then Ben is right, cd's play at 16 bit, so you need to dither down.
then you need to burn it as a data CD.
easiest way (if using PC) is just to open up My Computer...click your CD drive, and drag and drop the files onto the drive. then right click on the CD and choose Write these files now. when it asks you if you want to burn an audio or data, choose data.